+147.5%
XEL vs SPG
+64.3%
+83.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | -2.9% | -5.8% | +2.9% | -1.9% |
| 3M | -2.7% | -2.8% | +0.1% | -2.3% |
| 6M | -6.5% | +8.9% | -15.4% | -7.9% |
| YTD | +3.6% | +14.3% | -10.7% | +1.2% |
| 1Y | +7.5% | +19.5% | -12.0% | +4.2% |
| 3Y | +46.3% | +106.9% | -60.5% | +28.5% |
| 5Y | +30.5% | +108.7% | -78.2% | +13.2% |
| All | +147.5% | +64.3% | +83.2% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling